Optimality and Risk - Modern Trends in Mathematical Finance

E. Presman, I. Sonin, Ch. Stricker: Preface.- S. Biagini and M. Frittelli: On the extension of the Namioka-Klee theorem and on the Fatou property for Risk Measures.- Al. Cherny and B. Dupire: On Certain Distributions Associated with the Range of Martingales.- F. Delbaen: Differentiability Properties of Utility Functions.- Ch. Frei and M. Schweizer: Exponential utility indifference valuation in a general semimartingale model.- Al. Gordon and Is. M. Sonin: The expected number of intersections of a four valued bounded martingale with any level may be infinite.- M. Jeanblanc and Ya. Le Cam: Immersion Property and Credit Risk Modelling.- C. Klüppelberg and S. Pergamenchtchikov: Optimal consumption and investment with bounded downside risk for power utility functions.- V. Yu. Krasin and Al. V. Melnikov: On Comparison Theorem and its Applications to Finance.- R. Liptser: Examples of FCLT in random environment.- Yu. Mishura and G. Shevchenko: The optimal time to exchange one asset for another on finite interval.- M. Rásonyi: Arbitrage under transaction costs revisited.- Al. N. Shiryaev, P. Y. Zryumov: On the linear and nonlinear generalized Bayesian disorder problem (discrete time case).- L. Stettner: Long time growth optimal portfolio with transaction costs.- Es. Valkeila: On the approximation of geometric fractional Brownian motion.